With W and Vi as defined in Section 12.7, show that (a) n i=1 iE[1+Vi] = E[W2]

With W and Vi as defined in Section 12.7, show that

(a)

n i=1 λiE[1+Vi] = E[W2]

(b) If for each i = 1, . . . , n, W and Vi can be coupled so that W ≥ Vi, show that

Transcribed Image Text:

1-e-A p(W, Z) (- Var(W))